Overview:
A top-tier investment firm is looking to add a Quantitative Analyst to its front-end US Rates trading team. This role involves building pricing, analytics, and risk tools to support decision-making across short-term interest rate and funding markets.

Key Responsibilities:

• Develop and maintain Python and Excel/VBA tools for rates products including USTs, OIS, SOFR futures/options, and STIRs.

• Automate data workflows from market data sources (e.g. Bloomberg, RiskVal).

• Build real-time dashboards and spread monitors (e.g. swap spreads, x-ccy, asset swap).

• Apply ML/AI techniques where additive to alpha or risk.

• Conduct macro-driven scenario analysis and support PMs with robust, production-level code.

Requirements:

• 4–8 years in a front-office quant, desk strat, or analytics role.

• Strong Python (NumPy, Pandas, OOP) and Excel/VBA; Bloomberg API experience.

• Solid knowledge of US rates and funding markets.

• Experience delivering tools used by traders or PMs.

• Strong communication and ability to convert models into actionable insights.

Role Summary:

Join a leading macro hedge fund who are looking for a senior quantitative researcher specializing in interest rate volatility products. This senior role focuses on developing and enhancing pricing and risk models for a broad range of derivatives, working closely with trading teams to support decision-making and strategy execution.

Key Responsibilities:

• Design and implement quantitative models for pricing and managing risk of interest rate volatility products

• Model the behavior of a range of OTC and listed interest rate derivatives, including swaptions, caps/floors, mid-curves, and futures options

• Collaborate with portfolio managers and traders to integrate models into trading strategies

• Contribute to the improvement of analytics tools and infrastructure

• Manage projects with a high degree of autonomy and proactively identify areas for enhancement

Requirements:

• 7+ years of experience in quantitative research or modeling, focused on interest rate volatility

• Deep knowledge of interest rate derivatives (swaptions, caps/floors, mid-curves, CMS spread options, and exchange-traded options)

• Strong programming skills in Python

• Experience working with portfolio managers or willingness to engage directly with front-office teams

• Ability to manage complex projects independently in a fast-paced environment

• Based in London or open to relocation

Benefits:

• Competitive compensation

• Exposure to advanced quantitative research and trading

• Dynamic and collaborative team environment

• Opportunities for continued learning and growth

Role Summary:

Join a leading quantitative prop shop as a quant researcher focused on developing analytics for interest rate and credit derivatives. This role combines model development, research, and implementation to drive trading decisions across fixed income products.

Key Responsibilities:

• Apply stochastic calculus and related methods to build pricing models for interest rate derivatives, including swaptions and interest rate volatility products. 

• Develop and maintain a robust fixed income pricing library reflecting market conventions

• Integrate data sources into models to generate trading signals

• Conduct alpha research to design and improve trading strategies

• Collaborate with researchers, engineers, and trading teams to refine models and tools

Requirements:

• Advanced degree in financial mathematics, quantitative finance, or a related field (or equivalent quantitative undergraduate degree with strong experience)

• 2+ years developing pricing models for derivatives

• Strong knowledge of interest rate derivative products and relevant modeling techniques

• Proficiency in numerical programming with C++, including familiarity with modern language features (C++11/14/17 or higher)

• Strong analytical skills with attention to detail

• Excellent communication skills and the ability to explain complex models to non-technical colleagues

• Entrepreneurial mindset and the ability to translate mathematical theory into practical market applications

Benefits:

• Collaborative and cross-functional team culture

• Exposure to cutting-edge quantitative research

• Opportunities for growth and innovation in a fast-paced environment

• Competitive compensation and benefits